nag_tsa_cross_corr (g13bcc) Example Program Results

                           Between        Between
                           X and Y        Y and X

Standard deviation ratio    2.0053         0.4987

Cross correlation at lag
                       0    0.0568         0.0568
                       1    0.0438        -0.0151
                       2   -0.3762         0.3955
                       3   -0.4864         0.3417
                       4   -0.6294         0.5486
                       5   -0.3871         0.2291
                       6   -0.1690         0.3190
                       7   -0.0678         0.1980
                       8    0.0962         0.0438
                       9    0.0788        -0.1428
                      10    0.2910        -0.1376
                      11    0.0950        -0.0387
                      12    0.0547        -0.0380
                      13    0.1855        -0.1551
                      14    0.0243        -0.1536
                      15    0.0034        -0.0696

Test statistic             22.1269        17.2917